+252.0%
APLD vs COO
-23.3%
+275.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.5% | +5.0% | +7.4% |
| 7D | +3.1% | +4.3% | -1.2% | +2.9% |
| 30D | -29.4% | +17.6% | -47.0% | -30.4% |
| 3M | -42.8% | -13.9% | -28.9% | -42.1% |
| 6M | -59.5% | +6.6% | -66.0% | -60.1% |
| YTD | -31.8% | -22.0% | -9.8% | -29.8% |
| 1Y | -46.0% | -8.8% | -37.2% | -45.4% |
| 3Y | +252.0% | -21.5% | +273.5% | +254.1% |
| All | +252.0% | -23.3% | +275.3% | +254.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling